Well I know of 3 ways to accomplish this.
1) Hardcode this into your template:
To do this download the template you are using from /sohoadmin/program/modules/site_templates/pages/ and modify the index.html and include your link.
2) Search and replace Method:
First create a page using the name of the link that you want to appear on the menu (example: You want the link on your menu to say google, so you create a page called google). Next, go into database table manager and select the udt_search_and_replace table. Add an entry. In the Find field add the name of the page that you created. In the replace with feild add the following:
<a href="http://pageyouwanttolinkto.com">PageName</a>
Next Save. Now the link on the menu will go to the page that you specified in the above href.
3)Use a redirect script:
Create a page using the pagename that you want to display on the menu. Edit the page you created and place the following redirect include on the page. You must edit this to include the page that you want to redirect to. You can download the include below, make sure to change the includes name to end in .inc instead of .php before you upload.